-12.9%
NVTS vs KIM
+29.0%
-41.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -2.9% |
| 7D | +0.5% | -1.5% | +1.9% | +1.7% |
| 30D | -18.0% | -1.7% | -16.3% | -17.0% |
| 3M | -45.6% | -7.1% | -38.5% | -43.2% |
| 6M | +28.5% | +2.9% | +25.6% | +22.1% |
| YTD | +56.2% | +18.8% | +37.3% | +28.8% |
| 1Y | +97.7% | +9.4% | +88.3% | +75.4% |
| 3Y | +35.0% | +44.6% | -9.6% | -12.8% |
| All | -12.9% | +29.0% | -41.9% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling